GBPCHF Set b10 回测

Strategy Tester: Easy Walker 6.0.1s

Strategy Tester Report

Easy Walker 6.0.1s

Alpari-ECN-Demo (Build 765)

Symbol		GBPCHF (Great Britain Pound vs Swiss Franc)
Period		15 Minutes (M15) 2014.01.02 09:00 - 2015.03.31 23:45 (2014.01.01 - 2015.04.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		SetName="GBPCHF b10"; xx0="--- Money Management:"; LotSize=0; Risk=5; xx1="--- Active Money Management:"; ActiveMM=false; RiskMin=3; RiskMax=20; CountMin=10; CountMax=32; RiskDivider=1; xx2="--- Settings: "; MaxSpread=3.1; UserTPpips=0; SLpips=43; HourForcedExitGMT=0; EndOfMonthDays=0; GMTOffset=2; xx2a="--- ATR filter: "; ATRfilter=false; ATRXHour=3; ATRXPips=40; xx5="--- Logic: "; Logic1=299996564; Logic2=190; Logic3=0; Logic4=924108651; Logic5=91508559; xxx5="--- Trading time "; HourStartGMT=21; MinuteStart=1; HourEndGMT=22; MinuteEnd=0; HourEndGMTMo=22; MinuteEndMo=10; xxx6="--- Trading by days "; TradeMon=true; TradeTue=true; TradeWed=true; TradeThu=true; TradeFri=false; xx6="--- Misc: "; Magic=9701; Comments="EW b10"; comment_color=Orange; box_color=Black; Shots=false; Verbose=true;

Bars in test	31642	Ticks modelled	15948545	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	1000.00			Spread	30
Total net profit	490.65	Gross profit	718.29	Gross loss	-227.65
Profit factor	3.16	Expected payoff	3.48
Absolute drawdown	8.65	Maximal drawdown	47.58 (3.77%)	Relative drawdown	3.77% (47.58)

Total trades	141	Short positions (won %)	77 (72.73%)	Long positions (won %)	64 (79.69%)
		Profit trades (% of total)	107 (75.89%)	Loss trades (% of total)	34 (24.11%)
Largest		profit trade	20.63	loss trade	-28.05
Average		profit trade	6.71	loss trade	-6.70
Maximum		consecutive wins (profit in money)	9 (96.20)	consecutive losses (loss in money)	3 (-23.05)
Maximal		consecutive profit (count of wins)	96.20 (9)	consecutive loss (count of losses)	-36.97 (2)
Average		consecutive wins	4	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2014.01.06 00:00	buy	1	0.05	1.48433	0.00000	0.00000
2	2014.01.06 00:00	modify	1	0.05	1.48433	1.48003	1.48833
3	2014.01.06 01:15	close	1	0.05	1.48520	1.48003	1.48833	4.75	1004.75
4	2014.01.06 23:59	sell	2	0.05	1.48274	0.00000	0.00000
5	2014.01.06 23:59	modify	2	0.05	1.48274	1.48704	1.47874
6	2014.01.07 03:21	close	2	0.05	1.48352	1.48704	1.47874	-4.50	1000.25
7	2014.01.13 00:00	buy	3	0.05	1.48583	0.00000	0.00000
8	2014.01.13 00:00	modify	3	0.05	1.48583	1.48153	1.48983
9	2014.01.13 01:15	close	3	0.05	1.48744	1.48153	1.48983	8.80	1009.05
10	2014.01.13 23:56	buy	4	0.05	1.47324	0.00000	0.00000
11	2014.01.13 23:56	modify	4	0.05	1.47324	1.46894	1.47724
12	2014.01.14 02:02	close	4	0.05	1.47383	1.46894	1.47724	3.34	1012.39
13	2014.01.21 23:28	buy	5	0.05	1.49949	0.00000	0.00000
14	2014.01.21 23:28	modify	5	0.05	1.49949	1.49519	1.50349
15	2014.01.22 03:15	close	5	0.05	1.50042	1.49519	1.50349	5.19	1017.58
16	2014.01.27 00:00	sell	6	0.05	1.47685	0.00000	0.00000
17	2014.01.27 00:00	modify	6	0.05	1.47685	1.48115	1.47285
18	2014.01.27 00:07	close	6	0.05	1.47480	1.48115	1.47285	11.19	1028.77
19	2014.01.27 23:57	buy	7	0.05	1.48631	0.00000	0.00000
20	2014.01.27 23:57	modify	7	0.05	1.48631	1.48201	1.49031
21	2014.01.28 03:18	close	7	0.05	1.48604	1.48201	1.49031	-1.37	1027.40
22	2014.01.28 23:43	buy	8	0.05	1.48803	0.00000	0.00000
23	2014.01.28 23:43	modify	8	0.05	1.48803	1.48373	1.49203
24	2014.01.29 00:07	close	8	0.05	1.48840	1.48373	1.49203	2.13	1029.53
25	2014.01.29 23:39	buy	9	0.05	1.48092	0.00000	0.00000
26	2014.01.29 23:39	modify	9	0.05	1.48092	1.47662	1.48492
27	2014.01.30 01:48	close	9	0.05	1.48176	1.47662	1.48492	4.92	1034.44
28	2014.02.03 00:00	buy	10	0.05	1.48846	0.00000	0.00000
29	2014.02.03 00:00	modify	10	0.05	1.48846	1.48416	1.49246
30	2014.02.03 01:26	close	10	0.05	1.48950	1.48416	1.49246	5.68	1040.12
31	2014.02.03 23:32	buy	11	0.05	1.46867	0.00000	0.00000
32	2014.02.03 23:32	modify	11	0.05	1.46867	1.46437	1.47267
33	2014.02.04 00:53	close	11	0.05	1.46944	1.46437	1.47267	4.32	1044.44
34	2014.02.04 23:35	buy	12	0.05	1.47573	0.00000	0.00000
35	2014.02.04 23:35	modify	12	0.05	1.47573	1.47143	1.47973
36	2014.02.05 05:54	close	12	0.05	1.47557	1.47143	1.47973	-0.76	1043.68
37	2014.02.10 00:00	sell	13	0.05	1.47376	0.00000	0.00000
38	2014.02.10 00:00	modify	13	0.05	1.47376	1.47806	1.46976
39	2014.02.10 08:58	close	13	0.05	1.47525	1.47806	1.46976	-8.13	1035.55
40	2014.02.17 23:31	sell	14	0.05	1.48980	0.00000	0.00000
41	2014.02.17 23:31	modify	14	0.05	1.48980	1.49410	1.48580
42	2014.02.18 08:45	close	14	0.05	1.49235	1.49410	1.48580	-14.16	1021.39
43	2014.03.03 00:00	buy	15	0.05	1.47150	0.00000	0.00000
44	2014.03.03 00:00	modify	15	0.05	1.47150	1.46720	1.47550
45	2014.03.03 01:59	close	15	0.05	1.47187	1.46720	1.47550	2.02	1023.41
46	2014.03.04 23:31	sell	16	0.05	1.47934	0.00000	0.00000
47	2014.03.04 23:31	modify	16	0.05	1.47934	1.48364	1.47534
48	2014.03.05 02:54	close	16	0.05	1.47838	1.48364	1.47534	5.00	1028.41
49	2014.03.11 23:14	sell	17	0.05	1.45934	0.00000	0.00000
50	2014.03.11 23:14	modify	17	0.05	1.45934	1.46364	1.45534
51	2014.03.12 02:17	close	17	0.05	1.45822	1.46364	1.45534	5.88	1034.29
52	2014.03.19 23:02	sell	18	0.05	1.45687	0.00000	0.00000
53	2014.03.19 23:02	modify	18	0.05	1.45687	1.46117	1.45287
54	2014.03.20 02:11	close	18	0.05	1.45715	1.46117	1.45287	-2.25	1032.04
55	2014.03.24 00:00	buy	19	0.05	1.45264	0.00000	0.00000
56	2014.03.24 00:00	modify	19	0.05	1.45264	1.44834	1.45664
57	2014.03.24 00:37	close	19	0.05	1.45464	1.44834	1.45664	10.93	1042.97
58	2014.03.26 23:01	sell	20	0.05	1.46731	0.00000	0.00000
59	2014.03.26 23:01	modify	20	0.05	1.46731	1.47161	1.46331
60	2014.03.27 07:16	close	20	0.05	1.46713	1.47161	1.46331	0.27	1043.24
61	2014.03.31 00:36	sell	21	0.05	1.47551	0.00000	0.00000
62	2014.03.31 00:36	modify	21	0.05	1.47551	1.47981	1.47151
63	2014.03.31 04:04	close	21	0.05	1.47498	1.47981	1.47151	2.89	1046.13
64	2014.04.03 00:05	buy	22	0.05	1.47386	0.00000	0.00000
65	2014.04.03 00:05	modify	22	0.05	1.47386	1.46956	1.47786
66	2014.04.03 04:06	close	22	0.05	1.47579	1.46956	1.47786	10.54	1056.67
67	2014.04.09 00:30	sell	23	0.05	1.47947	0.00000	0.00000
68	2014.04.09 00:30	modify	23	0.05	1.47947	1.48377	1.47547
69	2014.04.09 10:34	close	23	0.05	1.47878	1.48377	1.47547	3.77	1060.44
70	2014.04.10 00:09	sell	24	0.05	1.47702	0.00000	0.00000
71	2014.04.10 00:09	modify	24	0.05	1.47702	1.48132	1.47302
72	2014.04.10 03:55	close	24	0.05	1.47721	1.48132	1.47302	-1.04	1059.40
73	2014.04.14 00:01	sell	25	0.05	1.46754	0.00000	0.00000
74	2014.04.14 00:01	modify	25	0.05	1.46754	1.47184	1.46354
75	2014.04.14 02:52	close	25	0.05	1.46731	1.47184	1.46354	1.25	1060.65
76	2014.04.21 00:02	buy	26	0.05	1.48251	0.00000	0.00000
77	2014.04.21 00:02	modify	26	0.05	1.48251	1.47821	1.48651
78	2014.04.21 11:46	close	26	0.05	1.48392	1.47821	1.48651	7.70	1068.35
79	2014.04.24 00:01	sell	27	0.05	1.48219	0.00000	0.00000
80	2014.04.24 00:01	modify	27	0.05	1.48219	1.48649	1.47819
81	2014.04.24 10:28	close	27	0.05	1.48214	1.48649	1.47819	0.27	1068.62
82	2014.04.28 00:01	buy	28	0.05	1.47975	0.00000	0.00000
83	2014.04.28 00:01	modify	28	0.05	1.47975	1.47545	1.48375
84	2014.04.28 02:54	close	28	0.05	1.48016	1.47545	1.48375	2.24	1070.86
85	2014.05.05 00:01	buy	29	0.05	1.48059	0.00000	0.00000
86	2014.05.05 00:01	modify	29	0.05	1.48059	1.47629	1.48459
87	2014.05.05 01:42	close	29	0.05	1.48089	1.47629	1.48459	1.63	1072.49
88	2014.05.12 00:25	sell	30	0.05	1.49352	0.00000	0.00000
89	2014.05.12 00:25	modify	30	0.05	1.49352	1.49782	1.48952
90	2014.05.12 08:16	close	30	0.05	1.49457	1.49782	1.48952	-5.73	1066.76
91	2014.05.19 00:02	buy	31	0.05	1.49929	0.00000	0.00000
92	2014.05.19 00:02	modify	31	0.05	1.49929	1.49499	1.50329
93	2014.05.19 01:33	close	31	0.05	1.50073	1.49499	1.50329	7.86	1074.62
94	2014.05.26 00:01	sell	32	0.05	1.50883	0.00000	0.00000
95	2014.05.26 00:01	modify	32	0.05	1.50883	1.51313	1.50483
96	2014.05.26 09:47	close	32	0.05	1.50898	1.51313	1.50483	-0.82	1073.80
97	2014.06.02 00:46	sell	33	0.05	1.50064	0.00000	0.00000
98	2014.06.02 00:46	modify	33	0.05	1.50064	1.50494	1.49664
99	2014.06.02 07:17	close	33	0.05	1.49964	1.50494	1.49664	5.46	1079.26
100	2014.06.09 00:45	sell	34	0.05	1.50139	0.00000	0.00000
101	2014.06.09 00:45	modify	34	0.05	1.50139	1.50569	1.49739
102	2014.06.09 14:28	s/l	34	0.05	1.50569	1.50569	1.49739	-23.48	1055.78
103	2014.06.16 00:21	sell	35	0.05	1.52749	0.00000	0.00000
104	2014.06.16 00:21	modify	35	0.05	1.52749	1.53179	1.52349
105	2014.06.16 09:52	close	35	0.05	1.52759	1.53179	1.52349	-0.54	1055.24
106	2014.06.19 00:01	buy	36	0.05	1.52195	0.00000	0.00000
107	2014.06.19 00:01	modify	36	0.05	1.52195	1.51765	1.52595
108	2014.06.19 00:45	sell	37	0.05	1.52256	0.00000	0.00000
109	2014.06.19 00:45	modify	37	0.05	1.52256	1.52686	1.51856
110	2014.06.19 00:45	close	36	0.05	1.52256	1.51765	1.52595	3.33	1058.57
111	2014.06.19 09:57	close	37	0.05	1.52151	1.52686	1.51856	5.74	1064.31
112	2014.06.23 00:24	sell	38	0.05	1.52348	0.00000	0.00000
113	2014.06.23 00:24	modify	38	0.05	1.52348	1.52778	1.51948
114	2014.06.23 13:33	close	38	0.05	1.52474	1.52778	1.51948	-6.88	1057.43
115	2014.06.26 00:01	sell	39	0.05	1.51594	0.00000	0.00000
116	2014.06.26 00:01	modify	39	0.05	1.51594	1.52024	1.51194
117	2014.06.26 10:16	close	39	0.05	1.51559	1.52024	1.51194	1.92	1059.35
118	2014.07.14 00:01	sell	40	0.05	1.52809	0.00000	0.00000
119	2014.07.14 00:01	modify	40	0.05	1.52809	1.53239	1.52409
120	2014.07.14 06:16	close	40	0.05	1.52760	1.53239	1.52409	2.67	1062.02
121	2014.07.21 00:34	buy	41	0.05	1.53354	0.00000	0.00000
122	2014.07.21 00:34	modify	41	0.05	1.53354	1.52924	1.53754
123	2014.07.21 01:49	close	41	0.05	1.53420	1.52924	1.53754	3.61	1065.63
124	2014.08.04 00:01	sell	42	0.05	1.52446	0.00000	0.00000
125	2014.08.04 00:01	modify	42	0.05	1.52446	1.52876	1.52046
126	2014.08.04 00:30	buy	43	0.05	1.52309	0.00000	0.00000
127	2014.08.04 00:30	modify	43	0.05	1.52309	1.51879	1.52709
128	2014.08.04 00:30	close	42	0.05	1.52313	1.52876	1.52046	7.26	1072.89
129	2014.08.04 02:26	close	43	0.05	1.52386	1.51879	1.52709	4.21	1077.10
130	2014.08.18 00:01	sell	44	0.05	1.50944	0.00000	0.00000
131	2014.08.18 00:01	modify	44	0.05	1.50944	1.51374	1.50544
132	2014.08.18 10:11	s/l	44	0.05	1.51374	1.51374	1.50544	-23.48	1053.62
133	2014.08.25 00:01	sell	45	0.05	1.51803	0.00000	0.00000
134	2014.08.25 00:01	modify	45	0.05	1.51803	1.52233	1.51403
135	2014.08.25 02:06	close	45	0.05	1.51711	1.52233	1.51403	5.03	1058.65
136	2014.08.27 00:01	buy	46	0.05	1.51745	0.00000	0.00000
137	2014.08.27 00:01	modify	46	0.05	1.51745	1.51315	1.52145
138	2014.08.27 07:38	close	46	0.05	1.51934	1.51315	1.52145	10.32	1068.97
139	2014.09.01 00:01	sell	47	0.05	1.52464	0.00000	0.00000
140	2014.09.01 00:01	modify	47	0.05	1.52464	1.52894	1.52064
141	2014.09.01 11:30	close	47	0.05	1.52717	1.52894	1.52064	-13.81	1055.16
142	2014.09.03 00:01	buy	48	0.05	1.51329	0.00000	0.00000
143	2014.09.03 00:01	modify	48	0.05	1.51329	1.50899	1.51729
144	2014.09.03 09:02	close	48	0.05	1.51382	1.50899	1.51729	2.89	1058.05
145	2014.09.08 00:01	buy	49	0.05	1.50513	0.00000	0.00000
146	2014.09.08 00:01	modify	49	0.05	1.50513	1.50083	1.50913
147	2014.09.08 01:04	close	49	0.05	1.50714	1.50083	1.50913	10.98	1069.03
148	2014.09.09 00:09	sell	50	0.05	1.50647	0.00000	0.00000
149	2014.09.09 00:09	modify	50	0.05	1.50647	1.51077	1.50247
150	2014.09.09 00:57	buy	51	0.05	1.50543	0.00000	0.00000
151	2014.09.09 00:57	modify	51	0.05	1.50543	1.50113	1.50943
152	2014.09.09 00:57	close	50	0.05	1.50544	1.51077	1.50247	5.63	1074.66
153	2014.09.09 02:45	close	51	0.05	1.50607	1.50113	1.50943	3.50	1078.16
154	2014.09.10 00:19	sell	52	0.05	1.50254	0.00000	0.00000
155	2014.09.10 00:19	modify	52	0.05	1.50254	1.50684	1.49854
156	2014.09.10 09:20	s/l	52	0.05	1.50684	1.50684	1.49854	-23.48	1054.68
157	2014.09.11 00:40	buy	53	0.05	1.51785	0.00000	0.00000
158	2014.09.11 00:40	modify	53	0.05	1.51785	1.51355	1.52185
159	2014.09.11 07:27	close	53	0.05	1.51782	1.51355	1.52185	-0.16	1054.52
160	2014.09.15 00:01	buy	54	0.05	1.51671	0.00000	0.00000
161	2014.09.15 00:01	modify	54	0.05	1.51671	1.51241	1.52071
162	2014.09.15 08:30	close	54	0.05	1.51706	1.51241	1.52071	1.91	1056.43
163	2014.09.18 00:43	sell	55	0.05	1.53211	0.00000	0.00000
164	2014.09.18 00:43	modify	55	0.05	1.53211	1.53641	1.52811
165	2014.09.18 03:02	close	55	0.05	1.53139	1.53641	1.52811	3.93	1060.36
166	2014.09.22 00:01	sell	56	0.05	1.53350	0.00000	0.00000
167	2014.09.22 00:01	modify	56	0.05	1.53350	1.53780	1.52950
168	2014.09.22 08:57	close	56	0.05	1.53413	1.53780	1.52950	-3.44	1056.92
169	2014.09.29 01:08	sell	57	0.05	1.54593	0.00000	0.00000
170	2014.09.29 01:08	modify	57	0.05	1.54593	1.55023	1.54193
171	2014.09.29 04:28	close	57	0.05	1.54505	1.55023	1.54193	4.81	1061.73
172	2014.10.01 00:01	sell	58	0.05	1.54798	0.00000	0.00000
173	2014.10.01 00:01	modify	58	0.05	1.54798	1.55228	1.54398
174	2014.10.01 08:40	close	58	0.05	1.54702	1.55228	1.54398	5.24	1066.97
175	2014.10.02 00:01	buy	59	0.05	1.54709	0.00000	0.00000
176	2014.10.02 00:01	modify	59	0.05	1.54709	1.54279	1.55109
177	2014.10.02 01:30	close	59	0.05	1.54807	1.54279	1.55109	5.35	1072.32
178	2014.10.06 00:01	sell	60	0.05	1.54563	0.00000	0.00000
179	2014.10.06 00:01	modify	60	0.05	1.54563	1.54993	1.54163
180	2014.10.06 01:23	close	60	0.05	1.54487	1.54993	1.54163	4.15	1076.47
181	2014.10.07 00:36	buy	61	0.05	1.54059	0.00000	0.00000
182	2014.10.07 00:36	modify	61	0.05	1.54059	1.53629	1.54459
183	2014.10.07 01:43	close	61	0.05	1.54104	1.53629	1.54459	2.46	1078.93
184	2014.10.09 00:47	buy	62	0.05	1.53837	0.00000	0.00000
185	2014.10.09 00:47	modify	62	0.05	1.53837	1.53407	1.54237
186	2014.10.09 03:05	close	62	0.05	1.53861	1.53407	1.54237	1.31	1080.24
187	2014.10.13 00:01	buy	63	0.05	1.53806	0.00000	0.00000
188	2014.10.13 00:01	modify	63	0.05	1.53806	1.53376	1.54206
189	2014.10.13 02:45	close	63	0.05	1.53797	1.53376	1.54206	-0.49	1079.75
190	2014.10.14 00:06	buy	64	0.05	1.52380	0.00000	0.00000
191	2014.10.14 00:06	modify	64	0.05	1.52380	1.51950	1.52780
192	2014.10.14 02:46	close	64	0.05	1.52552	1.51950	1.52780	9.39	1089.14
193	2014.10.16 00:08	sell	65	0.05	1.50582	0.00000	0.00000
194	2014.10.16 00:08	modify	65	0.05	1.50582	1.51012	1.50182
195	2014.10.16 01:23	close	65	0.05	1.50561	1.51012	1.50182	1.15	1090.29
196	2014.10.20 00:01	sell	66	0.05	1.52465	0.00000	0.00000
197	2014.10.20 00:01	modify	66	0.05	1.52465	1.52895	1.52065
198	2014.10.20 03:02	close	66	0.05	1.52347	1.52895	1.52065	6.44	1096.73
199	2014.10.21 00:59	sell	67	0.05	1.52416	0.00000	0.00000
200	2014.10.21 00:59	modify	67	0.05	1.52416	1.52846	1.52016
201	2014.10.21 06:45	close	67	0.05	1.52287	1.52846	1.52016	7.04	1103.77
202	2014.10.22 00:01	sell	68	0.06	1.52908	0.00000	0.00000
203	2014.10.22 00:01	modify	68	0.06	1.52908	1.53338	1.52508
204	2014.10.22 02:48	close	68	0.06	1.52897	1.53338	1.52508	0.72	1104.49
205	2014.10.23 00:13	sell	69	0.06	1.53064	0.00000	0.00000
206	2014.10.23 00:13	modify	69	0.06	1.53064	1.53494	1.52664
207	2014.10.23 09:15	close	69	0.06	1.53073	1.53494	1.52664	-0.59	1103.90
208	2014.10.28 23:20	sell	70	0.06	1.52799	0.00000	0.00000
209	2014.10.28 23:20	modify	70	0.06	1.52799	1.53229	1.52399
210	2014.10.29 04:00	close	70	0.06	1.52725	1.53229	1.52399	4.56	1108.47
211	2014.10.29 23:40	sell	71	0.06	1.52866	0.00000	0.00000
212	2014.10.29 23:40	modify	71	0.06	1.52866	1.53296	1.52466
213	2014.10.30 02:05	close	71	0.06	1.52648	1.53296	1.52466	13.42	1121.88
214	2014.11.03 00:00	buy	72	0.06	1.53752	0.00000	0.00000
215	2014.11.03 00:00	modify	72	0.06	1.53752	1.53322	1.54152
216	2014.11.03 00:05	close	72	0.06	1.53955	1.53322	1.54152	13.31	1135.19
217	2014.11.03 00:05	sell	73	0.06	1.53971	0.00000	0.00000
218	2014.11.03 00:05	modify	73	0.06	1.53971	1.54401	1.53571
219	2014.11.03 02:12	close	73	0.06	1.53947	1.54401	1.53571	1.57	1136.76
220	2014.11.04 23:01	sell	74	0.06	1.53594	0.00000	0.00000
221	2014.11.04 23:01	modify	74	0.06	1.53594	1.54024	1.53194
222	2014.11.05 02:40	close	74	0.06	1.53495	1.54024	1.53194	6.19	1142.95
223	2014.11.05 23:01	buy	75	0.06	1.54005	0.00000	0.00000
224	2014.11.05 23:01	modify	75	0.06	1.54005	1.53575	1.54405
225	2014.11.06 01:01	close	75	0.06	1.54016	1.53575	1.54405	1.11	1144.07
226	2014.11.10 00:00	buy	76	0.06	1.53131	0.00000	0.00000
227	2014.11.10 00:00	modify	76	0.06	1.53131	1.52701	1.53531
228	2014.11.10 01:48	close	76	0.06	1.53275	1.52701	1.53531	9.44	1153.51
229	2014.11.10 23:28	buy	77	0.06	1.53370	0.00000	0.00000
230	2014.11.10 23:28	modify	77	0.06	1.53370	1.52940	1.53770
231	2014.11.11 01:33	close	77	0.06	1.53422	1.52940	1.53770	3.53	1157.04
232	2014.11.11 23:45	sell	78	0.06	1.53543	0.00000	0.00000
233	2014.11.11 23:45	modify	78	0.06	1.53543	1.53973	1.53143
234	2014.11.12 08:30	close	78	0.06	1.53501	1.53973	1.53143	2.46	1159.50
235	2014.11.12 23:23	buy	79	0.06	1.52581	0.00000	0.00000
236	2014.11.12 23:23	modify	79	0.06	1.52581	1.52151	1.52981
237	2014.11.13 05:15	close	79	0.06	1.52413	1.52151	1.52981	-10.62	1148.88
238	2014.11.17 00:04	sell	80	0.06	1.50331	0.00000	0.00000
239	2014.11.17 00:04	modify	80	0.06	1.50331	1.50761	1.49931
240	2014.11.17 02:07	close	80	0.06	1.50239	1.50761	1.49931	6.03	1154.91
241	2014.11.18 23:09	buy	81	0.06	1.49774	0.00000	0.00000
242	2014.11.18 23:09	modify	81	0.06	1.49774	1.49344	1.50174
243	2014.11.19 07:32	close	81	0.06	1.49831	1.49344	1.50174	3.86	1158.77
244	2014.11.19 23:30	buy	82	0.06	1.50098	0.00000	0.00000
245	2014.11.19 23:30	modify	82	0.06	1.50098	1.49668	1.50498
246	2014.11.20 00:43	close	82	0.06	1.50137	1.49668	1.50498	2.95	1161.73
247	2014.11.24 00:00	sell	83	0.06	1.52072	0.00000	0.00000
248	2014.11.24 00:00	modify	83	0.06	1.52072	1.52502	1.51672
249	2014.11.24 01:52	close	83	0.06	1.52043	1.52502	1.51672	1.90	1163.63
250	2014.11.25 23:35	buy	84	0.06	1.51401	0.00000	0.00000
251	2014.11.25 23:35	modify	84	0.06	1.51401	1.50971	1.51801
252	2014.11.26 08:10	close	84	0.06	1.51429	1.50971	1.51801	1.97	1165.60
253	2014.12.01 00:01	sell	85	0.06	1.51101	0.00000	0.00000
254	2014.12.01 00:01	modify	85	0.06	1.51101	1.51531	1.50701
255	2014.12.01 01:42	close	85	0.06	1.51111	1.51531	1.50701	-0.66	1164.94
256	2014.12.02 23:59	buy	86	0.06	1.52018	0.00000	0.00000
257	2014.12.02 23:59	modify	86	0.06	1.52018	1.51588	1.52418
258	2014.12.03 08:00	close	86	0.06	1.52176	1.51588	1.52418	10.48	1175.42
259	2014.12.09 23:06	sell	87	0.06	1.52209	0.00000	0.00000
260	2014.12.09 23:06	modify	87	0.06	1.52209	1.52639	1.51809
261	2014.12.10 00:00	close	87	0.06	1.52096	1.52639	1.51809	7.11	1182.53
262	2014.12.10 23:45	buy	88	0.06	1.51866	0.00000	0.00000
263	2014.12.10 23:45	modify	88	0.06	1.51866	1.51436	1.52266
264	2014.12.11 01:25	close	88	0.06	1.51928	1.51436	1.52266	4.45	1186.98
265	2014.12.15 23:15	buy	89	0.06	1.50960	0.00000	0.00000
266	2014.12.15 23:15	modify	89	0.06	1.50960	1.50530	1.51360
267	2014.12.16 08:14	close	89	0.06	1.50941	1.50530	1.51360	-1.12	1185.86
268	2014.12.16 23:02	buy	90	0.06	1.50992	0.00000	0.00000
269	2014.12.16 23:02	modify	90	0.06	1.50992	1.50562	1.51392
270	2014.12.16 23:56	sell	91	0.06	1.51157	0.00000	0.00000
271	2014.12.16 23:56	modify	91	0.06	1.51157	1.51587	1.50757
272	2014.12.16 23:56	close	90	0.06	1.51158	1.50562	1.51392	10.87	1196.73
273	2014.12.17 04:03	close	91	0.06	1.51058	1.51587	1.50757	6.19	1202.92
274	2014.12.17 23:34	sell	92	0.06	1.51561	0.00000	0.00000
275	2014.12.17 23:34	modify	92	0.06	1.51561	1.51991	1.51161
276	2014.12.18 05:16	close	92	0.06	1.51601	1.51991	1.51161	-3.48	1199.44
277	2014.12.22 00:02	buy	93	0.06	1.53644	0.00000	0.00000
278	2014.12.22 00:02	modify	93	0.06	1.53644	1.53214	1.54044
279	2014.12.22 01:19	close	93	0.06	1.53782	1.53214	1.54044	9.05	1208.49
280	2014.12.23 23:07	buy	94	0.06	1.53139	0.00000	0.00000
281	2014.12.23 23:07	modify	94	0.06	1.53139	1.52709	1.53539
282	2014.12.23 23:46	sell	95	0.06	1.53240	0.00000	0.00000
283	2014.12.23 23:46	modify	95	0.06	1.53240	1.53670	1.52840
284	2014.12.23 23:46	close	94	0.06	1.53246	1.52709	1.53539	7.01	1215.50
285	2014.12.24 03:16	close	95	0.06	1.53181	1.53670	1.52840	3.57	1219.07
286	2014.12.29 00:03	sell	96	0.06	1.53646	0.00000	0.00000
287	2014.12.29 00:03	modify	96	0.06	1.53646	1.54076	1.53246
288	2014.12.29 02:58	close	96	0.06	1.53565	1.54076	1.53246	5.31	1224.38
289	2015.01.05 00:00	sell	97	0.06	1.53770	0.00000	0.00000
290	2015.01.05 00:00	modify	97	0.06	1.53770	1.54200	1.53370
291	2015.01.05 00:02	close	97	0.06	1.53526	1.54200	1.53370	15.98	1240.36
292	2015.01.05 00:02	buy	98	0.06	1.53424	0.00000	0.00000
293	2015.01.05 00:02	modify	98	0.06	1.53424	1.52994	1.53824
294	2015.01.05 00:10	close	98	0.06	1.53573	1.52994	1.53824	9.76	1250.12
295	2015.01.05 23:11	sell	99	0.06	1.53574	0.00000	0.00000
296	2015.01.05 23:11	modify	99	0.06	1.53574	1.54004	1.53174
297	2015.01.06 04:44	close	99	0.06	1.53488	1.54004	1.53174	5.34	1255.47
298	2015.01.13 23:09	sell	100	0.06	1.54676	0.00000	0.00000
299	2015.01.13 23:09	modify	100	0.06	1.54676	1.55106	1.54276
300	2015.01.14 04:02	close	100	0.06	1.54659	1.55106	1.54276	0.82	1256.29
301	2015.01.14 23:18	sell	101	0.06	1.55184	0.00000	0.00000
302	2015.01.14 23:18	modify	101	0.06	1.55184	1.55614	1.54784
303	2015.01.15 04:28	close	101	0.06	1.55307	1.55614	1.54784	-8.92	1247.36
304	2015.01.19 23:59	buy	102	0.06	1.32825	0.00000	0.00000
305	2015.01.19 23:59	modify	102	0.06	1.32825	1.32395	1.33225
306	2015.01.20 02:05	s/l	102	0.06	1.32395	1.32395	1.33225	-28.05	1219.32
307	2015.01.26 23:02	sell	103	0.06	1.36296	0.00000	0.00000
308	2015.01.26 23:02	modify	103	0.06	1.36296	1.36726	1.35896
309	2015.01.26 23:53	close	103	0.06	1.36095	1.36726	1.35896	13.17	1232.49
310	2015.01.27 23:16	sell	104	0.06	1.37136	0.00000	0.00000
311	2015.01.27 23:16	modify	104	0.06	1.37136	1.37566	1.36736
312	2015.01.27 23:45	close	104	0.06	1.36935	1.37566	1.36736	13.17	1245.66
313	2015.01.27 23:57	sell	105	0.06	1.37167	0.00000	0.00000
314	2015.01.27 23:57	modify	105	0.06	1.37167	1.37597	1.36767
315	2015.01.28 00:10	close	105	0.06	1.36954	1.37597	1.36767	13.67	1259.33
316	2015.01.28 23:01	sell	106	0.06	1.37371	0.00000	0.00000
317	2015.01.28 23:01	modify	106	0.06	1.37371	1.37801	1.36971
318	2015.01.28 23:29	close	106	0.06	1.37168	1.37801	1.36971	13.30	1272.63
319	2015.01.28 23:30	buy	107	0.06	1.37115	0.00000	0.00000
320	2015.01.28 23:30	modify	107	0.06	1.37115	1.36685	1.37515
321	2015.01.29 01:00	close	107	0.06	1.37080	1.36685	1.37515	-1.91	1270.72
322	2015.02.02 00:00	sell	108	0.06	1.39834	0.00000	0.00000
323	2015.02.02 00:00	modify	108	0.06	1.39834	1.40264	1.39434
324	2015.02.02 00:07	close	108	0.06	1.39631	1.40264	1.39434	13.30	1284.02
325	2015.02.02 00:07	sell	109	0.06	1.39593	0.00000	0.00000
326	2015.02.02 00:07	modify	109	0.06	1.39593	1.40023	1.39193
327	2015.02.02 00:44	close	109	0.06	1.39392	1.40023	1.39193	13.16	1297.18
328	2015.02.02 23:46	sell	110	0.06	1.39503	0.00000	0.00000
329	2015.02.02 23:46	modify	110	0.06	1.39503	1.39933	1.39103
330	2015.02.03 01:03	close	110	0.06	1.39342	1.39933	1.39103	10.26	1307.44
331	2015.02.04 23:24	sell	111	0.07	1.40670	0.00000	0.00000
332	2015.02.04 23:24	modify	111	0.07	1.40670	1.41100	1.40270
333	2015.02.04 23:29	close	111	0.07	1.40463	1.41100	1.40270	15.82	1323.26
334	2015.02.04 23:34	buy	112	0.07	1.40346	0.00000	0.00000
335	2015.02.04 23:34	modify	112	0.07	1.40346	1.39916	1.40746
336	2015.02.04 23:39	close	112	0.07	1.40548	1.39916	1.40746	15.44	1338.70
337	2015.02.09 23:17	sell	113	0.07	1.40548	0.00000	0.00000
338	2015.02.09 23:17	modify	113	0.07	1.40548	1.40978	1.40148
339	2015.02.10 00:05	close	113	0.07	1.40380	1.40978	1.40148	12.50	1351.21
340	2015.02.10 23:09	buy	114	0.07	1.41203	0.00000	0.00000
341	2015.02.10 23:09	modify	114	0.07	1.41203	1.40773	1.41603
342	2015.02.11 00:18	close	114	0.07	1.41327	1.40773	1.41603	9.63	1360.84
343	2015.02.11 23:17	buy	115	0.07	1.41368	0.00000	0.00000
344	2015.02.11 23:17	modify	115	0.07	1.41368	1.40938	1.41768
345	2015.02.12 01:15	close	115	0.07	1.41435	1.40938	1.41768	5.58	1366.42
346	2015.02.16 23:50	sell	116	0.07	1.43117	0.00000	0.00000
347	2015.02.16 23:50	modify	116	0.07	1.43117	1.43547	1.42717
348	2015.02.17 02:37	close	116	0.07	1.43106	1.43547	1.42717	0.50	1366.92
349	2015.02.17 23:02	buy	117	0.07	1.43731	0.00000	0.00000
350	2015.02.17 23:02	modify	117	0.07	1.43731	1.43301	1.44131
351	2015.02.18 03:33	close	117	0.07	1.43705	1.43301	1.44131	-1.84	1365.08
352	2015.02.18 23:19	buy	118	0.07	1.45442	0.00000	0.00000
353	2015.02.18 23:19	modify	118	0.07	1.45442	1.45012	1.45842
354	2015.02.19 07:14	close	118	0.07	1.45430	1.45012	1.45842	-0.46	1364.62
355	2015.02.23 23:04	buy	119	0.07	1.46860	0.00000	0.00000
356	2015.02.23 23:04	modify	119	0.07	1.46860	1.46430	1.47260
357	2015.02.24 01:45	close	119	0.07	1.46835	1.46430	1.47260	-1.76	1362.86
358	2015.02.24 23:47	sell	120	0.07	1.46942	0.00000	0.00000
359	2015.02.24 23:47	modify	120	0.07	1.46942	1.47372	1.46542
360	2015.02.24 23:59	buy	121	0.07	1.46832	0.00000	0.00000
361	2015.02.24 23:59	modify	121	0.07	1.46832	1.46402	1.47232
362	2015.02.24 23:59	close	120	0.07	1.46826	1.47372	1.46542	8.86	1371.72
363	2015.02.25 02:22	close	121	0.07	1.46878	1.46402	1.47232	3.66	1375.39
364	2015.02.25 23:26	sell	122	0.07	1.47255	0.00000	0.00000
365	2015.02.25 23:26	modify	122	0.07	1.47255	1.47685	1.46855
366	2015.02.26 08:03	close	122	0.07	1.47502	1.47685	1.46855	-19.89	1355.50
367	2015.03.02 00:00	buy	123	0.07	1.46958	0.00000	0.00000
368	2015.03.02 00:00	modify	123	0.07	1.46958	1.46528	1.47358
369	2015.03.02 01:01	close	123	0.07	1.47160	1.46528	1.47358	15.45	1370.95
370	2015.03.02 23:03	buy	124	0.07	1.47265	0.00000	0.00000
371	2015.03.02 23:03	modify	124	0.07	1.47265	1.46835	1.47665
372	2015.03.03 01:15	close	124	0.07	1.47189	1.46835	1.47665	-5.66	1365.29
373	2015.03.03 23:49	buy	125	0.07	1.47611	0.00000	0.00000
374	2015.03.03 23:49	modify	125	0.07	1.47611	1.47181	1.48011
375	2015.03.04 05:02	close	125	0.07	1.47561	1.47181	1.48011	-3.67	1361.62
376	2015.03.04 23:30	sell	126	0.07	1.47028	0.00000	0.00000
377	2015.03.04 23:30	modify	126	0.07	1.47028	1.47458	1.46628
378	2015.03.05 00:00	close	126	0.07	1.46949	1.47458	1.46628	5.02	1366.65
379	2015.03.09 23:05	buy	127	0.07	1.49053	0.00000	0.00000
380	2015.03.09 23:05	modify	127	0.07	1.49053	1.48623	1.49453
381	2015.03.10 00:04	close	127	0.07	1.49126	1.48623	1.49453	5.73	1372.38
382	2015.03.10 23:05	buy	128	0.07	1.50462	0.00000	0.00000
383	2015.03.10 23:05	modify	128	0.07	1.50462	1.50032	1.50862
384	2015.03.11 02:33	close	128	0.07	1.50501	1.50032	1.50862	3.14	1375.52
385	2015.03.11 23:56	buy	129	0.07	1.50574	0.00000	0.00000
386	2015.03.11 23:56	modify	129	0.07	1.50574	1.50144	1.50974
387	2015.03.12 02:18	close	129	0.07	1.50737	1.50144	1.50974	12.92	1388.44
388	2015.03.16 00:00	sell	130	0.07	1.48336	0.00000	0.00000
389	2015.03.16 00:00	modify	130	0.07	1.48336	1.48766	1.47936
390	2015.03.16 00:01	close	130	0.07	1.48121	1.48766	1.47936	16.43	1404.87
391	2015.03.16 23:01	buy	131	0.07	1.49331	0.00000	0.00000
392	2015.03.16 23:01	modify	131	0.07	1.49331	1.48901	1.49731
393	2015.03.16 23:30	sell	132	0.07	1.49427	0.00000	0.00000
394	2015.03.16 23:30	modify	132	0.07	1.49427	1.49857	1.49027
395	2015.03.16 23:30	close	131	0.07	1.49428	1.48901	1.49731	7.42	1412.29
396	2015.03.17 01:20	close	132	0.07	1.49326	1.49857	1.49027	7.38	1419.68
397	2015.03.17 23:07	buy	133	0.07	1.48292	0.00000	0.00000
398	2015.03.17 23:07	modify	133	0.07	1.48292	1.47862	1.48692
399	2015.03.18 00:34	close	133	0.07	1.48339	1.47862	1.48692	3.74	1423.42
400	2015.03.18 23:49	sell	134	0.07	1.46798	0.00000	0.00000
401	2015.03.18 23:49	modify	134	0.07	1.46798	1.47228	1.46398
402	2015.03.19 01:30	close	134	0.07	1.46807	1.47228	1.46398	-1.69	1421.73
403	2015.03.23 23:12	sell	135	0.07	1.44466	0.00000	0.00000
404	2015.03.23 23:12	modify	135	0.07	1.44466	1.44896	1.44066
405	2015.03.24 01:40	close	135	0.07	1.44349	1.44896	1.44066	8.60	1430.33
406	2015.03.25 23:30	sell	136	0.07	1.42863	0.00000	0.00000
407	2015.03.25 23:30	modify	136	0.07	1.42863	1.43293	1.42463
408	2015.03.26 02:59	close	136	0.07	1.42803	1.43293	1.42463	3.58	1433.92
409	2015.03.30 00:01	sell	137	0.07	1.43150	0.00000	0.00000
410	2015.03.30 00:01	modify	137	0.07	1.43150	1.43580	1.42750
411	2015.03.30 00:03	close	137	0.07	1.42880	1.43580	1.42750	20.63	1454.55
412	2015.03.30 00:04	sell	138	0.07	1.43105	0.00000	0.00000
413	2015.03.30 00:04	modify	138	0.07	1.43105	1.43535	1.42705
414	2015.03.30 00:04	close	138	0.07	1.42880	1.43535	1.42705	17.20	1471.75
415	2015.03.30 00:05	sell	139	0.07	1.43060	0.00000	0.00000
416	2015.03.30 00:05	modify	139	0.07	1.43060	1.43490	1.42660
417	2015.03.30 02:36	close	139	0.07	1.43097	1.43490	1.42660	-2.82	1468.93
418	2015.03.31 00:01	buy	140	0.07	1.43097	0.00000	0.00000
419	2015.03.31 00:01	modify	140	0.07	1.43097	1.42667	1.43497
420	2015.03.31 00:16	sell	141	0.07	1.43267	0.00000	0.00000
421	2015.03.31 00:16	modify	141	0.07	1.43267	1.43697	1.42867
422	2015.03.31 00:16	close	140	0.07	1.43271	1.42667	1.43497	13.31	1482.24
423	2015.03.31 02:13	close	141	0.07	1.43157	1.43697	1.42867	8.41	1490.65

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谈论 GBPCHF Set b10 回测

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